Back testing is not a strong mirror of actual trading, IMHO. Have you tested in real time with a simulator that accounts for such variables as execution, slippage, etc?
I've actually been trading it for close to a year, trading very small. The results are pretty similar to what was backtested. Not really statistically significant, I know..
Ron, Thanks for the book recommendataions, they're much appreciated. I'm always on the lookout for these. Agree with what you say about losses not needing to come in a row, I admit it's something I haven't thought of much before, but it makes a lot of sense.